-55.4%
BSX vs PBF
+176.4%
-231.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | +2.0% | +4.3% | -2.2% | +2.2% |
| 30D | +0.1% | +22.0% | -21.9% | +0.9% |
| 3M | -2.1% | +74.5% | -76.6% | +0.1% |
| 6M | -33.8% | +67.7% | -101.5% | -32.0% |
| YTD | -49.9% | +179.2% | -229.1% | -48.6% |
| 1Y | -55.4% | +170.0% | -225.4% | -54.7% |
| All | -55.4% | +176.4% | -231.8% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling